Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 82 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 80 | — |
| Standard deviation | 6.24 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 87 | — |
| Standard deviation | 6.50 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 59.51K | — |
| 3-year earnings growth | 0 | — |